Skip to main content
V-Lab

REX AI EQ Premium Income ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

16.66%

decreased by 0.30%

1 Week

16.98%

increased by 0.02%

1 Month

17.81%

increased by 0.85%

Analysis last updated: Friday, July 24, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of REX AI EQ Premium Income ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 4, 2024 to Jul 24, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 10 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1938
3.66***
α

ARCH

Response to squared shocks

0.1547
3.40***
β

GARCH

Volatility persistence

0.7810
12.84***
γi Spline Coefficients
K=1
γ10.1006
0.87

Persistence:

0.936

Half-life:

10 days